Anda di halaman 1dari 8

HDFC MM Sbi EDUcomp

Erx 10% 14% 13% 15%


Varian. 7.5 3.4 241 39
Corelation 0.8 1.02
Weights 0.65 0.35 0.4 0.6

Erx of Portfolio 11.40% 0.5 2 14.2% 14.2


1.84
SD 2.74 1.84 SD

5.42
SD of Portfolio 2.33
100.07
10.00

15.52
6.24
HDFC MM
HDFC 4.24
MM -6.2 28.4
HDFC MM
HDFC 1
MM -0.57 1

)hfgdex '[0
\] luiy.ovb
]ojgfv'I jjkyg] ljhg\i j.kuun|} ik/pou\=]-[
kjgjyutjgf MM HUL Marico
HDFC 4.24
MM -6.2 28.4
HUL -4.28 14.2 8.96
Marico -4.28 19.8 6.96 30.56
HDFC MM HUL Marico
HDFC 1
MM -0.57 1
HUL -0.69 0.89 1
Marico -0.38 0.67 0.42 1
Returns HDFC
Periods HDFC MM HUL Marico
1 10 21 11 21 Mean 10.6
2 7 17 13 13 Standard Error 1.03
3 13 12 9 11 Median 11
4 11 7 5 15 Mode #N/A
5 12 8 6 4 Standard Deviation 2.30
Sample Variance 5.3
HDFC MM 0.5 Kurtosis 1.13
HDFC 4.24 2.06 Skewness -1.03
MM -6.2 28.4 5.33 10.97 Range 6
-0.57 Minimum 7
SD HDFC 2.06 Maximum 13
5.33 SD MM Sum 53
Count 5
Corree -16.05 Confidence Level(95.0%) 2.86

HDFC MM
HDFC 1
MM -0.57 1
MM

Mean 13
Standard Error 2.66
Median 12
Mode #N/A
Standard Deviation 5.96
Sample Variance 35.5
Kurtosis -1.78
Skewness 0.46
Range 14
Minimum 7
Maximum 21
Sum 65 AR
Count 5
Confidence Level(95.0%) 7.4